Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BB.Exit.length and BB.Exit.number.of.SDs

BEST PARAMETERS
BB.Exit.length = 25
BB.Exit.number.of.SDs = 1
Profit account= 143 (per day adjusted to desire% DD )
Activity = 4.98 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BB.Exit.length = 25 and BB.Exit.number.of.SDs = 1

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
132 68814.63 851.03 6944.22 6 475 353 -23.1 25 1 GBPJPY 23.14740 43.2013963 12960.4189 29728.881 34.932824 0.5581472 No
252 50553.88 873.73 6979.93 6 295 207 -23.3 25 1 USDCHF 23.26643 42.9803737 12894.1121 21728.247 24.868377 0.3376329 No
72 77663.52 850.01 11920.65 6 386 270 -39.7 25 1 EURJPY 39.73550 25.1664129 7549.9239 19545.122 22.993991 0.4541123 No
282 197838.83 871.35 54299.53 9 375 260 -181.0 25 1 USDJPY 180.99843 5.5249097 1657.4729 10930.417 12.544232 0.4303667 No
102 78653.81 858.32 28114.25 7 298 203 -93.7 25 1 EURUSD 93.71417 10.6707453 3201.2236 8392.948 9.778343 0.3471899 No
162 126848.56 853.03 47674.34 7 375 275 -158.9 25 1 GBPUSD 158.91447 6.2926933 1887.8080 7982.191 9.357456 0.4396094 No
42 23201.85 799.37 10184.07 7 136 98 -33.9 25 1 EURGBP 33.94690 29.4577708 8837.3312 6834.748 8.550168 0.1701340 No
12 128578.52 869.15 63836.29 8 510 388 -212.8 25 1 AUDUSD 212.78763 4.6995212 1409.8564 6042.575 6.952281 0.5867802 No
192 228512.89 874.61 142880.22 9 559 412 -476.3 25 1 NZDUSD 476.26740 2.0996608 629.8982 4797.996 5.485869 0.6391420 Yes
312 475291.66 874.14 408602.47 11 727 524 -1362.0 25 1 XAUUSD 1362.00823 0.7342100 220.2630 3489.639 3.992082 0.8316746 Yes
222 824157.00 843.89 778200.95 11 222 167 -2594.0 25 1 USDCAD 2594.00317 0.3855045 115.6514 3177.163 3.764901 0.2630675 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 1 hour
15 BLAI.length 12
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5